Mehrstufige Ziel- und Trailing-Stop-Loss-Strategie

/*backtest
start: 2024-03-31 00:00:00
end: 2025-03-29 08:00:00
period: 2d
basePeriod: 2d
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

//@version=6
strategy("Algo Trading v1 | SUNNY GUHA By OIESU", overlay=true, margin_long=100, margin_short=100, pyramiding=100)

// ———— USER INPUTS ———— //
// First Entry Settings
float initialTarget  = input.float(10000, "First Entry: Target ($)", minval=1, tooltip="First target level")
float initialStopLoss = input.float(3000, "First Entry: Stop Loss ($)", minval=1, tooltip="Initial stop loss distance")
bool  useTrailFirst = input.bool(true, "First Entry: Enable Trail", tooltip="Enable trailing features after first target hit")
float profitTrailStepFirst = input.float(1500, "First Entry: Trail Amount ($)", minval=1, tooltip="Trail amount after first target hit")
bool  useTargetZoneFirst = input.bool(true, "First Entry: Enable Target Zone", tooltip="Enable target zone feature")
float targetZoneThresholdFirst = input.float(1000, "First Entry: Target Zone Threshold ($)", minval=1, tooltip="Distance to activate target zone")
float targetIncreaseStepFirst = input.float(2000, "First Entry: Target Increase ($)", minval=1, tooltip="Amount to increase target")

// Second Entry Settings
bool  enableSecondEntries = input.bool(true, "Enable Second Entries", tooltip="Allow re-entries after first target hit")
float secondTarget = input.float(5000, "Second Entry: Target ($)", minval=1, tooltip="Target for second entries")
float secondStopLoss = input.float(2000, "Second Entry: Stop Loss ($)", minval=1, tooltip="Stop loss for second entries")
bool  useTrailSecond = input.bool(true, "Second Entry: Enable Trail", tooltip="Enable trailing for second entries")
float profitTrailStepSecond = input.float(1500, "Second Entry: Trail Amount ($)", minval=1, tooltip="Trail amount for second entries")
bool  useTargetZoneSecond = input.bool(true, "Second Entry: Enable Target Zone", tooltip="Enable target zone")
float targetZoneThresholdSecond = input.float(1000, "Second Entry: Target Zone Threshold ($)", minval=1)
float targetIncreaseStepSecond = input.float(2000, "Second Entry: Target Increase ($)", minval=1)

// ———— HEIKIN-ASHI CALCULATIONS ———— //
var float haOpen   = na
var float haClose  = na
var float haHigh   = na
var float haLow    = na

haClose := (open + high + low + close)/4
haOpen  := na(haOpen[1]) ? (open + close)/2 : (haOpen[1] + haClose[1])/2
haHigh  := math.max(high, math.max(haOpen, haClose))
haLow   := math.min(low, math.min(haOpen, haClose))

// ———— TRACKING VARIABLES ———— //
var float highestPrice     = na  // Tracks highest price for long positions
var float lowestPrice      = na  // Tracks lowest price for short positions
var float basePrice        = na  // Entry price for position
var float targetLevel      = na  // Current target level
var float stopLevel        = na  // Current stop level
var bool  firstTargetHit   = false  // Indicates if first target was hit
var string tradeDirection  = "none"  // Current trade direction
var bool   isSecondEntry   = false   // Tracks if current position is a second entry
var bool   inTargetZone    = false   // Tracks if price is in target zone

// ———— SIGNAL DETECTION ———— //
bullish = haClose > haOpen and haClose > haClose[1]
bearish = haClose < haOpen and haClose < haClose[1]

// Entry conditions - only allow second entries if enabled and after first target hit
longCondition  = bullish and (tradeDirection != "long" or (enableSecondEntries and firstTargetHit))
shortCondition = bearish and (tradeDirection != "short" or (enableSecondEntries and firstTargetHit))

// Position Management - Long Positions
if strategy.position_size > 0
    highestPrice := math.max(high, nz(highestPrice, high))

    if isSecondEntry
        // Second Entry Management
        inTargetZone := useTargetZoneSecond and high >= targetLevel - targetZoneThresholdSecond

        if inTargetZone and useTargetZoneSecond
            targetLevel := targetLevel + targetIncreaseStepSecond

        if useTrailSecond
            stopLevel := math.max(stopLevel, highestPrice - profitTrailStepSecond)

        if low <= stopLevel
            strategy.close_all("Second Entry Stop")
            basePrice := na
            targetLevel := na
            stopLevel := na
            highestPrice := na
            lowestPrice := na
            firstTargetHit := false
            isSecondEntry := false
            inTargetZone := false
            tradeDirection := "none"
    else
        // First Entry Management - improved profit locking
        if not firstTargetHit and high >= basePrice + initialTarget
            // First target hit - ALWAYS lock profit at break-even
            firstTargetHit := true
            stopLevel := basePrice  // Move stop to break-even
            targetLevel := useTrailFirst ? high + targetIncreaseStepFirst : basePrice + initialTarget
        else if firstTargetHit
            // Only modify target if trailing is enabled
            if useTrailFirst
                inTargetZone := useTargetZoneFirst and high >= targetLevel - targetZoneThresholdFirst
                if inTargetZone and useTargetZoneFirst
                    targetLevel := targetLevel + targetIncreaseStepFirst
                // Trail stop-loss but never below break-even
                stopLevel := math.max(basePrice, highestPrice - profitTrailStepFirst)
        else
            // Before first target hit
            targetLevel := basePrice + initialTarget
            stopLevel := basePrice - initialStopLoss

        // Exit on stop hit - this could only be at break-even or better after first target
        if low <= stopLevel
            strategy.close_all("First Entry Stop")
            basePrice := na
            targetLevel := na
            stopLevel := na
            highestPrice := na
            lowestPrice := na
            firstTargetHit := false
            isSecondEntry := false
            inTargetZone := false
            tradeDirection := "none"

// Position Management - Short Positions
if strategy.position_size < 0
    lowestPrice := math.min(low, nz(lowestPrice, low))

    if isSecondEntry
        // Second Entry Management
        inTargetZone := useTargetZoneSecond and low <= targetLevel + targetZoneThresholdSecond

        if inTargetZone and useTargetZoneSecond
            targetLevel := targetLevel - targetIncreaseStepSecond

        if useTrailSecond
            stopLevel := math.min(stopLevel, lowestPrice + profitTrailStepSecond)

        if high >= stopLevel
            strategy.close_all("Second Entry Stop")
            basePrice := na
            targetLevel := na
            stopLevel := na
            highestPrice := na
            lowestPrice := na
            firstTargetHit := false
            isSecondEntry := false
            inTargetZone := false
            tradeDirection := "none"
    else
        // First Entry Management - improved profit locking
        if not firstTargetHit and low <= basePrice - initialTarget
            // First target hit - ALWAYS lock profit at break-even
            firstTargetHit := true
            stopLevel := basePrice  // Move stop to break-even
            targetLevel := useTrailFirst ? low - targetIncreaseStepFirst : basePrice - initialTarget
        else if firstTargetHit
            // Only modify target if trailing is enabled
            if useTrailFirst
                inTargetZone := useTargetZoneFirst and low <= targetLevel + targetZoneThresholdFirst
                if inTargetZone and useTargetZoneFirst
                    targetLevel := targetLevel - targetIncreaseStepFirst
                // Trail stop-loss but never above break-even
                stopLevel := math.min(basePrice, lowestPrice + profitTrailStepFirst)
        else
            // Before first target hit
            targetLevel := basePrice - initialTarget
            stopLevel := basePrice + initialStopLoss

        // Exit on stop hit - this could only be at break-even or better after first target
        if high >= stopLevel
            strategy.close_all("First Entry Stop")
            basePrice := na
            targetLevel := na
            stopLevel := na
            highestPrice := na
            lowestPrice := na
            firstTargetHit := false
            isSecondEntry := false
            inTargetZone := false
            tradeDirection := "none"

// New Position Entry
if strategy.position_size == 0
    if longCondition
        tradeDirection := "long"
        basePrice := close
        targetLevel := basePrice + (firstTargetHit ? secondTarget : initialTarget)
        stopLevel := basePrice - (firstTargetHit ? secondStopLoss : initialStopLoss)
        highestPrice := high
        isSecondEntry := firstTargetHit
        strategy.entry("Long", strategy.long)
    else if shortCondition
        tradeDirection := "short"
        basePrice := close
        targetLevel := basePrice - (firstTargetHit ? secondTarget : initialTarget)
        stopLevel := basePrice + (firstTargetHit ? secondStopLoss : initialStopLoss)
        lowestPrice := low
        isSecondEntry := firstTargetHit
        strategy.entry("Short", strategy.short)

// ———— VISUALIZATION ———— //
// Entry signals
plotshape(longCondition and (strategy.position_size == 0),     title="Buy", style=shape.triangleup, location=location.belowbar, color=color.green, size=size.small)

plotshape(shortCondition and (strategy.position_size == 0),     title="Sell", style=shape.triangledown, location=location.abovebar, color=color.red, size=size.small)

// Target and stop levels with clearer colors
plot(targetLevel, title="Target Level", color=color.orange, linewidth=2)
plot(stopLevel, title="Stop Level", color=color.red, linewidth=2)

// Break-even level - shown prominently after first target hit
plot(strategy.position_size != 0 and firstTargetHit ? basePrice : na,     title="Break-Even Level", color=color.green, linewidth=2, style=plot.style_linebr)

// Debug plots for state tracking
plotchar(firstTargetHit, title="First Target Hit", char="T", location=location.top, color=color.yellow, size=size.tiny)
plotchar(isSecondEntry, title="Second Entry", char="2", location=location.top, color=color.white, size=size.tiny)
plotchar(useTrailFirst and firstTargetHit, title="Trail Active", char="→", location=location.top, color=color.blue, size=size.tiny)
plotchar(inTargetZone, title="Target Zone", char="Z", location=location.top, color=color.fuchsia, size=size.tiny)